+140.8%
LLY vs CLF
-22.9%
+163.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | +6.7% | +10.4% | -3.6% | +6.4% |
| 30D | +19.6% | +0.6% | +19.0% | +19.4% |
| 3M | +19.7% | +4.1% | +15.6% | +19.2% |
| 6M | +42.7% | +15.1% | +27.6% | +41.2% |
| YTD | +35.1% | -4.7% | +39.9% | +34.4% |
| 1Y | +42.2% | +20.4% | +21.8% | +39.8% |
| 3Y | +140.8% | -23.4% | +164.2% | +128.2% |
| All | +140.8% | -22.9% | +163.7% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling